Assistant Vice President Market Risk Analysis

4 days ago


Qatar QNB Full time

**Business Unit**
- QNB - Qatar**Division**
- QNBFS**Department**
- Investment Banking / Capital Markets**Country**
- Qatar**Closing Date**
- 31-Dec-2025

**About QNB**:
Established in 1964 as the country’s first Qatari-owned commercial bank, QNB Group has steadily grown to become the largest bank in the Middle East and Africa (MEA) region.

QNB Group’s presence through its subsidiaries and associate companies extends to more than 31 countries across three continents providing a comprehensive range of advanced products and services. The total number of employees is more than 28,000 serving up to 20 million customers operating through 1,000 locations, with an ATM network of 4,300 machines.

QNB has maintained its position as one of the highest rated regional banks from leading credit rating agencies including Standard & Poor’s (A), Moody’s (Aa3) and Fitch (A+). The Bank has also been the recipient of many awards from leading international specialised financial publications.

Based on the Group’s consistent strong financial performance and its expanding international presence, QNB currently ranks as the most valuable bank brand in the Middle East and Africa, according to Brand Finance Magazine.

QNB Group has an active community support program and sponsors various social, educational and sporting events.

**Job Summary**:
The Assistant Vice President (AVP), Market Risk Analysis, will ensure the adequacy and effectiveness of market risk management at QNBFS. The incumbent will have a deep technical understanding of market risk (MR) control, assessing the MR framework, defining/refining processes, and ensuring risks are adequately monitored and controlled. The role involves supporting the Senior Vice President (SVP), Risk, and providing middle-office analysis, reporting, and strategic input on MR-related activities.

**Main Responsibilities**:

- Evaluate the adequacy of the MR control framework and ensure alignment with regulatory and business requirements.
- Develop and implement advanced MR measurement tools, systems, processes, and reporting mechanisms.
- Conduct quantitative analysis on market conditions, emerging risk trends, and relevant hedging strategies.
- Ensure effective management of net liquid capital, MR strategy development, and alignment with QNBFS’s overall business strategy and GSRM guidelines.
- Provide hands-on support for data management, MIS, analytics, and evaluations related to market-making, liquidity provisioning, and other MR-impacting activities.
- Periodically review and validate the Market Risk model.
- Support senior management in formulating advice on market-making risk exposures and strategies for capital and liquidity management, considering macroeconomic and capital market conditions.
- Develop advanced methodologies for calculating/assessing market risk and economic capital.
- Monitor and analyze market conditions, providing timely recommendations to mitigate, diversify, or hedge risks.
- Conduct rigorous stress testing and scenario analysis to understand and mitigate profitability risks.
- Implement KPIs and best practices to optimize market risk analysis and enhance cost efficiency.
- Review market-making and liquidity provisioning agreements with clients and regulators, ensuring compliance with legal and regulatory standards.
- Support the Head of Risk by providing timely and accurate MR-related information to Risk & Management Committees, GSRM, auditors, and the Compliance function.
- Collaborate effectively with internal departments/units to meet Service Level Agreements (SLAs) and improve turnaround times.
- Build and maintain strong relationships with stakeholders to achieve the Group’s objectives.

**Education and Experience Requirements**:

- Bachelor’s or Master’s degree in Finance, Economics, Risk Management, or a related field.
- Professional certifications (e.g., CFA, FRM) are highly desirable.
- Minimum of 8-10 years of experience in market risk management, with a focus on capital markets.
- Proven track record in developing and implementing MR frameworks, tools, and processes.

**Note: you will be required to attach the following**:

- Resume/CV
- Copy of Passport or QID
- Copy of Education Certificate



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